| Trading Metrics calculated at close of trading on 02-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2022 |
02-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1,908.4 |
1,945.3 |
36.9 |
1.9% |
1,903.5 |
| High |
1,952.6 |
1,951.4 |
-1.2 |
-0.1% |
1,976.5 |
| Low |
1,903.0 |
1,916.0 |
13.0 |
0.7% |
1,878.6 |
| Close |
1,943.8 |
1,922.3 |
-21.5 |
-1.1% |
1,887.6 |
| Range |
49.6 |
35.4 |
-14.2 |
-28.6% |
97.9 |
| ATR |
32.8 |
33.0 |
0.2 |
0.6% |
0.0 |
| Volume |
223,998 |
227,975 |
3,977 |
1.8% |
1,142,260 |
|
| Daily Pivots for day following 02-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,036.1 |
2,014.6 |
1,941.8 |
|
| R3 |
2,000.7 |
1,979.2 |
1,932.0 |
|
| R2 |
1,965.3 |
1,965.3 |
1,928.8 |
|
| R1 |
1,943.8 |
1,943.8 |
1,925.5 |
1,936.9 |
| PP |
1,929.9 |
1,929.9 |
1,929.9 |
1,926.4 |
| S1 |
1,908.4 |
1,908.4 |
1,919.1 |
1,901.5 |
| S2 |
1,894.5 |
1,894.5 |
1,915.8 |
|
| S3 |
1,859.1 |
1,873.0 |
1,912.6 |
|
| S4 |
1,823.7 |
1,837.6 |
1,902.8 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,207.9 |
2,145.7 |
1,941.4 |
|
| R3 |
2,110.0 |
2,047.8 |
1,914.5 |
|
| R2 |
2,012.1 |
2,012.1 |
1,905.5 |
|
| R1 |
1,949.9 |
1,949.9 |
1,896.6 |
1,932.1 |
| PP |
1,914.2 |
1,914.2 |
1,914.2 |
1,905.3 |
| S1 |
1,852.0 |
1,852.0 |
1,878.6 |
1,834.2 |
| S2 |
1,816.3 |
1,816.3 |
1,869.7 |
|
| S3 |
1,718.4 |
1,754.1 |
1,860.7 |
|
| S4 |
1,620.5 |
1,656.2 |
1,833.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,976.5 |
1,878.6 |
97.9 |
5.1% |
53.3 |
2.8% |
45% |
False |
False |
270,814 |
| 10 |
1,976.5 |
1,851.8 |
124.7 |
6.5% |
39.1 |
2.0% |
57% |
False |
False |
241,528 |
| 20 |
1,976.5 |
1,788.5 |
188.0 |
9.8% |
31.2 |
1.6% |
71% |
False |
False |
211,056 |
| 40 |
1,976.5 |
1,780.6 |
195.9 |
10.2% |
25.4 |
1.3% |
72% |
False |
False |
148,835 |
| 60 |
1,976.5 |
1,755.4 |
221.1 |
11.5% |
23.0 |
1.2% |
75% |
False |
False |
100,793 |
| 80 |
1,976.5 |
1,755.4 |
221.1 |
11.5% |
23.5 |
1.2% |
75% |
False |
False |
76,923 |
| 100 |
1,976.5 |
1,753.7 |
222.8 |
11.6% |
23.0 |
1.2% |
76% |
False |
False |
61,908 |
| 120 |
1,976.5 |
1,725.0 |
251.5 |
13.1% |
22.9 |
1.2% |
78% |
False |
False |
51,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,101.9 |
|
2.618 |
2,044.1 |
|
1.618 |
2,008.7 |
|
1.000 |
1,986.8 |
|
0.618 |
1,973.3 |
|
HIGH |
1,951.4 |
|
0.618 |
1,937.9 |
|
0.500 |
1,933.7 |
|
0.382 |
1,929.5 |
|
LOW |
1,916.0 |
|
0.618 |
1,894.1 |
|
1.000 |
1,880.6 |
|
1.618 |
1,858.7 |
|
2.618 |
1,823.3 |
|
4.250 |
1,765.6 |
|
|
| Fisher Pivots for day following 02-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,933.7 |
1,922.4 |
| PP |
1,929.9 |
1,922.4 |
| S1 |
1,926.1 |
1,922.3 |
|